Rough differential equations with path-dependent coefficients

Author: 

Ananova, A

Publication Date: 

31 January 2020

Last Updated: 

2021-05-01T13:05:52.207+01:00

abstract: 

We establish the existence of solutions to path-dependent rough differential equations with non-anticipative coefficients. Regularity assumptions on the coefficients are formulated in terms of horizontal and vertical derivatives.

Symplectic id: 

1084497

Submitted to ORA: 

Submitted

Publication Type: 

59